A Note on the Operator-valued Poisson Kernel
Keywords:
Poisson Kernel, Operator-valued Poisson KernelAbstract
The purpose of this paper is to give a different proof of the integral formula
\frac{1}{2\pi }\underset{0}{\overset{2\pi }{\int }}K_{r,t }(T )dt =I,
where K_{r,t }(T ) is the operator-valued Poisson kernel.
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Published
2009-07-30
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Mathematics of Finance
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How to Cite
A Note on the Operator-valued Poisson Kernel. (2009). European Journal of Pure and Applied Mathematics, 2(2), 296-301. https://www.ejpam.com/index.php/ejpam/article/view/124